+302.3%
NEM vs XYZ
+610.4%
-308.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -1.0% | -4.3% | +3.3% | -0.6% |
| 30D | +7.8% | +1.2% | +6.6% | +7.7% |
| 3M | +30.2% | +14.6% | +15.6% | +28.5% |
| 6M | +9.6% | +22.6% | -13.0% | +7.4% |
| YTD | +27.8% | +21.7% | +6.1% | +25.1% |
| 1Y | +60.7% | +6.7% | +54.0% | +58.6% |
| 3Y | +245.3% | +46.8% | +198.4% | +227.6% |
| 5Y | +155.3% | -68.0% | +223.4% | +156.6% |
| All | +302.3% | +610.4% | -308.1% | +252.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XYZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling